-44.1%
VG vs QS
-25.7%
-18.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -7.8% | +12.6% | +5.2% |
| 7D | +15.1% | -5.6% | +20.7% | +15.4% |
| 30D | -4.2% | -5.8% | +1.6% | -4.1% |
| 3M | -3.1% | -39.2% | +36.1% | +0.2% |
| 6M | +0.3% | -53.9% | +54.2% | +5.7% |
| YTD | +95.5% | -62.8% | +158.2% | +111.4% |
| 1Y | +64.4% | -73.5% | +137.9% | +86.3% |
| All | -44.1% | -25.7% | -18.4% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded QS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling